Anic Equity¶

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Total return since start: 0.571 %¶

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Equity now: -----------------------------> 47979.31 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46584.43 Kr¶

PnL: ---------------------------------------> -304.14 Kr¶

DD now: ---------------------------------> -1.338 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-16 14:45:12.744771'

Anic Portfolio¶

Today¶

Return: 0.938 %¶

This Week¶

Return: 0.938 %¶

Total¶

Return: 57.072 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 2.630000 2866.500000 230.500000 8.740000 2636.000010
Beijer Electronics Group 26 0.500000 3151.200000 180.200000 6.070000 2971.000006
Corem Property Group B 59 5.870000 680.860000 103.860000 18.000000 576.999999
Samhällsbyggnadsbo. i Norden B 20 5.690000 449.200000 94.200000 26.540000 355.000000
HMS Networks 2 1.460000 722.400000 49.400000 7.340000 673.000000
FM Mattsson Mora Group B 50 0.680000 2970.000000 43.000000 1.470000 2927.000000
Samhällsbyggnadsbo. i Norden D 12 4.810000 271.680000 25.680000 10.440000 246.000000
Boozt 12 0.360000 1676.400000 22.400000 1.350000 1653.999996
Midsona B 63 1.910000 603.540000 20.540000 3.520000 582.999984
MedCap 2 3.770000 440.000000 19.000000 4.510000 421.000000
Nordea Bank Abp 29 0.670000 3472.460000 18.460000 0.530000 3453.999992
OEM International B 7 1.560000 545.300000 17.300000 3.280000 527.999997
Intrum 4 1.690000 541.400000 14.400000 2.730000 527.000000
Coor Service Management Hold. 8 -0.070000 545.600000 13.600000 2.560000 532.000000
Eastnine 4 -0.470000 503.200000 12.200000 2.480000 491.000000
Norva24 Group 16 0.290000 554.880000 11.880000 2.190000 543.000000
Essity A 4 0.170000 1160.000000 11.000000 0.960000 1149.000000
AcadeMedia 12 1.030000 567.120000 10.120000 1.820000 557.000004
Resurs Holding 22 -0.600000 581.460000 7.460000 1.300000 573.999998
Essity B 2 0.380000 578.600000 4.600000 0.800000 574.000000
Karnov Group 9 -2.280000 539.100000 3.100000 0.580000 536.000004
Creaspac SPAC 6 0.000000 579.000000 2.000000 0.350000 577.000002
Handelsbanken A 5 0.090000 546.250000 0.250000 0.050000 546.000000
Securitas B 6 0.830000 568.320000 -1.680000 -0.290000 570.000000
Fastighetsbolag. Emilshus Pref 21 -0.370000 559.650000 -2.350000 -0.420000 562.000005
Swedbank A 3 0.030000 561.150000 -2.850000 -0.510000 564.000000
CTEK 13 2.130000 528.970000 -5.030000 -0.940000 533.999999
SAAB B 8 1.950000 3346.400000 -30.600000 -0.910000 3377.000000
International Petroleum Corp. 5 2.590000 534.000000 -60.570000 -10.190000 594.565215
Sampo Oyj SDB 7 0.650000 3787.000000 -63.000000 -1.640000 3850.000000
Vivesto 1368 2.000000 544.190000 -68.810000 -11.230000 612.999432
OX2 18 -1.640000 1509.300000 -154.700000 -9.300000 1663.999992
Axfood 13 0.660000 3578.900000 -177.100000 -4.720000 3756.000001
Ovzon 52 3.650000 3104.400000 -257.600000 -7.660000 3361.999992
Fasadgruppen Group 35 -1.410000 3416.000000 -395.000000 -10.360000 3810.999990
TOTAL 46584.430000 -304.140000 -1.33782% 46888.564618

Updated:¶

'2023-01-16 14:45:25.175081'
None

Last optimization/rebalancing:¶

'2023-01-14'

Next optimization/rebalancing:¶

'2023-02-23'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶